scientific article; zbMATH DE number 1069540

MaRDI QIDQ4356498zbMATH OpenFDO

Authors

Publication date 25 May 1998

zbMATH Keywords

local timegeneralized differential operatorChapman-Kolmogorov equationrecurrent one-dimensional diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Strong limit theorems (60F15)

Recommendations

• Asymptotic behavior of the transition density of an ergodic linear diffusion
• Limit theorems for transient diffusions on the line
• On mean recurrence times of stationary one-dimensional diffusion processes
• Strangely sweeping one-dimensional diffusion

Cited in

(5)

• Asymptotic behavior of the transition density of an ergodic linear diffusion
• Equivalent measure changes for subordinate diffusions
• Limit theorems for transient diffusions on the line
• On the relation of one-dimensional diffusions on natural scale and their speed measures
• On mean recurrence times of stationary one-dimensional diffusion processes

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